-17.2%
TTWO vs HAS
+66.3%
-83.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.1% | +6.6% |
| 7D | +7.0% | +2.4% | +4.5% | +6.5% |
| 30D | +2.7% | +31.6% | -28.9% | -1.8% |
| 3M | -13.0% | +33.9% | -46.9% | -17.1% |
| 6M | -7.2% | +31.4% | -38.6% | -11.3% |
| YTD | -18.4% | +51.6% | -70.1% | -22.3% |
| 1Y | -17.2% | +65.2% | -82.4% | -23.2% |
| All | -17.2% | +66.3% | -83.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling